On international fund construction in South Africa
This article focusses on portfolio construction in markets where legislation restricts investors from investing in international markets. An extended market model is implemented to additionally estimate a component of foreign market risk. In the first part of the article the decomposition of the ris...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AOSIS
1997-09-01
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| Series: | South African Journal of Business Management |
| Online Access: | https://sajbm.org/index.php/sajbm/article/view/793 |